+111.1%
MOS vs TYL
+14,656.9%
-14,545.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +4.7% | +12.7% | +16.9% |
| 7D | +17.9% | +17.3% | +0.7% | +16.1% |
| 30D | +1.6% | +28.9% | -27.3% | -1.0% |
| 3M | -4.0% | +35.1% | -39.1% | -7.0% |
| 6M | -4.1% | +29.3% | -33.4% | -7.0% |
| YTD | -7.8% | -6.8% | -1.0% | -8.0% |
| 1Y | -15.6% | -9.9% | -5.7% | -15.5% |
| 3Y | -28.9% | +1.7% | -30.5% | -29.9% |
| 5Y | -36.8% | -21.6% | -15.2% | -36.7% |
| 10Y | +6.7% | +173.5% | -166.8% | -5.5% |
| All | +111.1% | +14,656.9% | -14,545.8% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling